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VSEQX vs. BRK-B
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Key characteristics


VSEQXBRK-B
YTD Return23.28%29.93%
1Y Return45.14%33.09%
3Y Return (Ann)8.63%17.46%
5Y Return (Ann)14.35%15.96%
10Y Return (Ann)10.99%12.35%
Sharpe Ratio2.612.35
Sortino Ratio3.623.28
Omega Ratio1.461.42
Calmar Ratio3.624.46
Martin Ratio15.6811.72
Ulcer Index2.77%2.88%
Daily Std Dev16.63%14.37%
Max Drawdown-63.55%-53.86%
Current Drawdown0.00%-3.17%

Correlation

-0.50.00.51.00.5

The correlation between VSEQX and BRK-B is 0.50, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.

Performance

VSEQX vs. BRK-B - Performance Comparison

In the year-to-date period, VSEQX achieves a 23.28% return, which is significantly lower than BRK-B's 29.93% return. Over the past 10 years, VSEQX has underperformed BRK-B with an annualized return of 10.99%, while BRK-B has yielded a comparatively higher 12.35% annualized return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.


0.00%5.00%10.00%15.00%JuneJulyAugustSeptemberOctoberNovember
15.52%
12.46%
VSEQX
BRK-B

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Risk-Adjusted Performance

VSEQX vs. BRK-B - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Vanguard Strategic Equity Fund (VSEQX) and Berkshire Hathaway Inc. (BRK-B). Risk-adjusted metrics are performance indicators that assess an investment's returns in relation to its risk, enabling a more accurate comparison of different investment options.


VSEQX
Sharpe ratio
The chart of Sharpe ratio for VSEQX, currently valued at 2.61, compared to the broader market0.002.004.002.61
Sortino ratio
The chart of Sortino ratio for VSEQX, currently valued at 3.62, compared to the broader market0.005.0010.003.62
Omega ratio
The chart of Omega ratio for VSEQX, currently valued at 1.46, compared to the broader market1.002.003.004.001.46
Calmar ratio
The chart of Calmar ratio for VSEQX, currently valued at 3.62, compared to the broader market0.005.0010.0015.0020.0025.003.62
Martin ratio
The chart of Martin ratio for VSEQX, currently valued at 15.68, compared to the broader market0.0020.0040.0060.0080.00100.0015.68
BRK-B
Sharpe ratio
The chart of Sharpe ratio for BRK-B, currently valued at 2.35, compared to the broader market0.002.004.002.35
Sortino ratio
The chart of Sortino ratio for BRK-B, currently valued at 3.28, compared to the broader market0.005.0010.003.28
Omega ratio
The chart of Omega ratio for BRK-B, currently valued at 1.42, compared to the broader market1.002.003.004.001.42
Calmar ratio
The chart of Calmar ratio for BRK-B, currently valued at 4.46, compared to the broader market0.005.0010.0015.0020.0025.004.46
Martin ratio
The chart of Martin ratio for BRK-B, currently valued at 11.72, compared to the broader market0.0020.0040.0060.0080.00100.0011.72

VSEQX vs. BRK-B - Sharpe Ratio Comparison

The current VSEQX Sharpe Ratio is 2.61, which is comparable to the BRK-B Sharpe Ratio of 2.35. The chart below compares the historical Sharpe Ratios of VSEQX and BRK-B, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


Rolling 12-month Sharpe Ratio1.001.502.002.503.00JuneJulyAugustSeptemberOctoberNovember
2.61
2.35
VSEQX
BRK-B

Dividends

VSEQX vs. BRK-B - Dividend Comparison

VSEQX's dividend yield for the trailing twelve months is around 1.22%, while BRK-B has not paid dividends to shareholders.


TTM20232022202120202019201820172016201520142013
VSEQX
Vanguard Strategic Equity Fund
1.22%1.51%1.49%1.36%1.32%1.33%1.45%1.35%1.57%1.79%1.10%1.20%
BRK-B
Berkshire Hathaway Inc.
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%

Drawdowns

VSEQX vs. BRK-B - Drawdown Comparison

The maximum VSEQX drawdown since its inception was -63.55%, which is greater than BRK-B's maximum drawdown of -53.86%. Use the drawdown chart below to compare losses from any high point for VSEQX and BRK-B. For additional features, visit the drawdowns tool.


-8.00%-6.00%-4.00%-2.00%0.00%JuneJulyAugustSeptemberOctoberNovember0
-3.17%
VSEQX
BRK-B

Volatility

VSEQX vs. BRK-B - Volatility Comparison

The current volatility for Vanguard Strategic Equity Fund (VSEQX) is 5.37%, while Berkshire Hathaway Inc. (BRK-B) has a volatility of 6.68%. This indicates that VSEQX experiences smaller price fluctuations and is considered to be less risky than BRK-B based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


3.00%4.00%5.00%6.00%7.00%8.00%JuneJulyAugustSeptemberOctoberNovember
5.37%
6.68%
VSEQX
BRK-B